E-mini S&P 500 Future December 2021


Trading Metrics calculated at close of trading on 22-Oct-2021
Day Change Summary
Previous Current
21-Oct-2021 22-Oct-2021 Change Change % Previous Week
Open 4,525.00 4,530.00 5.00 0.1% 4,465.50
High 4,543.25 4,551.50 8.25 0.2% 4,551.50
Low 4,510.25 4,515.25 5.00 0.1% 4,436.25
Close 4,541.75 4,536.50 -5.25 -0.1% 4,536.50
Range 33.00 36.25 3.25 9.8% 115.25
ATR 55.56 54.18 -1.38 -2.5% 0.00
Volume 938,565 1,315,668 377,103 40.2% 5,374,483
Daily Pivots for day following 22-Oct-2021
Classic Woodie Camarilla DeMark
R4 4,643.25 4,626.00 4,556.50
R3 4,607.00 4,589.75 4,546.50
R2 4,570.75 4,570.75 4,543.25
R1 4,553.50 4,553.50 4,539.75 4,562.00
PP 4,534.50 4,534.50 4,534.50 4,538.75
S1 4,517.25 4,517.25 4,533.25 4,526.00
S2 4,498.25 4,498.25 4,529.75
S3 4,462.00 4,481.00 4,526.50
S4 4,425.75 4,444.75 4,516.50
Weekly Pivots for week ending 22-Oct-2021
Classic Woodie Camarilla DeMark
R4 4,853.75 4,810.50 4,600.00
R3 4,738.50 4,695.25 4,568.25
R2 4,623.25 4,623.25 4,557.75
R1 4,580.00 4,580.00 4,547.00 4,601.50
PP 4,508.00 4,508.00 4,508.00 4,519.00
S1 4,464.75 4,464.75 4,526.00 4,486.50
S2 4,392.75 4,392.75 4,515.25
S3 4,277.50 4,349.50 4,504.75
S4 4,162.25 4,234.25 4,473.00
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,551.50 4,436.25 115.25 2.5% 37.25 0.8% 87% True False 1,074,896
10 4,551.50 4,317.25 234.25 5.2% 46.75 1.0% 94% True False 1,173,792
20 4,551.50 4,260.00 291.50 6.4% 61.25 1.3% 95% True False 1,531,665
40 4,551.50 4,260.00 291.50 6.4% 56.00 1.2% 95% True False 1,300,986
60 4,551.50 4,260.00 291.50 6.4% 49.25 1.1% 95% True False 869,039
80 4,551.50 4,214.25 337.25 7.4% 48.25 1.1% 96% True False 652,202
100 4,551.50 4,117.00 434.50 9.6% 45.75 1.0% 97% True False 521,896
120 4,551.50 4,011.25 540.25 11.9% 46.75 1.0% 97% True False 434,959
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.98
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,705.50
2.618 4,646.50
1.618 4,610.25
1.000 4,587.75
0.618 4,574.00
HIGH 4,551.50
0.618 4,537.75
0.500 4,533.50
0.382 4,529.00
LOW 4,515.25
0.618 4,492.75
1.000 4,479.00
1.618 4,456.50
2.618 4,420.25
4.250 4,361.25
Fisher Pivots for day following 22-Oct-2021
Pivot 1 day 3 day
R1 4,535.50 4,533.50
PP 4,534.50 4,530.75
S1 4,533.50 4,527.75

These figures are updated between 7pm and 10pm EST after a trading day.

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